+131.4%
WMT vs XYL
-15.8%
+147.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.1% |
| 7D | -2.5% | -1.2% | -1.2% | -2.2% |
| 30D | -6.4% | -13.2% | +6.7% | -3.7% |
| 3M | -12.1% | -0.2% | -11.9% | -12.1% |
| 6M | -15.0% | -12.5% | -2.5% | -12.8% |
| YTD | -4.5% | -20.9% | +16.4% | 0.0% |
| 1Y | +6.2% | -21.6% | +27.7% | +11.2% |
| 3Y | +99.9% | +16.1% | +83.7% | +88.6% |
| 5Y | +131.4% | -15.6% | +147.1% | +126.5% |
| All | +131.4% | -15.8% | +147.3% | +126.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded XYL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling